+497.6%
HAL vs WST
+14,518.0%
-14,020.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.1% | -0.8% |
| 7D | -12.0% | -3.1% | -8.9% | -11.2% |
| 30D | +0.3% | +9.1% | -8.8% | -2.2% |
| 3M | -1.6% | +14.7% | -16.3% | -5.6% |
| 6M | -20.5% | +28.0% | -48.5% | -26.5% |
| YTD | +14.2% | +45.6% | -31.4% | +0.7% |
| 1Y | +18.9% | +45.7% | -26.8% | +4.7% |
| 3Y | -13.7% | +21.1% | -34.8% | -26.5% |
| 5Y | +42.2% | +0.3% | +41.9% | +24.0% |
| 10Y | -16.7% | +449.0% | -465.7% | -62.2% |
| All | +497.6% | +14,518.0% | -14,020.4% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling